IFLP 13074
INSTITUTO DE FISICA LA PLATA
Unidad Ejecutora - UE
artículos
Título:
On Extracting Probability Distribution Information from Time Series
Autor/es:
ANDRES M. KOWALSKI; MARÍA T. MARTÍN; ANGELO PLASTINO; GEORGE JUDGE
Revista:
ENTROPY
Editorial:
MOLECULAR DIVERSITY PRESERVATION INTERNATIONAL-MDPI
Referencias:
Lugar: Basel; Año: 2013 vol. 14 p. 1829 - 1841
ISSN:
1099-4300
Resumen:
Time-series (TS) are employed in a variety of academic disciplines. In thispaper we focus on extracting probability density functions (PDFs) from TS to gain aninsight into the underlying dynamic processes. On discussing this extraction problem,we consider two popular approaches that we identify as histograms and BandtPompe. Weuse an information-theoretic method to objectively compare the information content of theconcomitant PDFs.
